Pages that link to "Item:Q2252368"
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The following pages link to High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368):
Displaying 3 items.
- A class of high-order Runge-Kutta-Chebyshev stability polynomials (Q2374706) (← links)
- High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance (Q2406636) (← links)
- Asymptotic high-order schemes for integro-differential problems arising in markets with jumps (Q2496604) (← links)